Trading Metrics calculated at close of trading on 28-Feb-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-1997 |
28-Feb-1997 |
Change |
Change % |
Previous Week |
Open |
880.74 |
848.49 |
-32.25 |
-3.7% |
864.30 |
High |
880.74 |
858.50 |
-22.24 |
-2.5% |
892.25 |
Low |
848.16 |
835.87 |
-12.29 |
-1.4% |
835.87 |
Close |
848.49 |
850.46 |
1.97 |
0.2% |
850.46 |
Range |
32.58 |
22.63 |
-9.95 |
-30.5% |
56.38 |
ATR |
20.13 |
20.31 |
0.18 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
916.17 |
905.94 |
862.91 |
|
R3 |
893.54 |
883.31 |
856.68 |
|
R2 |
870.91 |
870.91 |
854.61 |
|
R1 |
860.68 |
860.68 |
852.53 |
865.80 |
PP |
848.28 |
848.28 |
848.28 |
850.83 |
S1 |
838.05 |
838.05 |
848.39 |
843.17 |
S2 |
825.65 |
825.65 |
846.31 |
|
S3 |
803.02 |
815.42 |
844.24 |
|
S4 |
780.39 |
792.79 |
838.01 |
|
|
Weekly Pivots for week ending 28-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,028.67 |
995.94 |
881.47 |
|
R3 |
972.29 |
939.56 |
865.96 |
|
R2 |
915.91 |
915.91 |
860.80 |
|
R1 |
883.18 |
883.18 |
855.63 |
871.36 |
PP |
859.53 |
859.53 |
859.53 |
853.61 |
S1 |
826.80 |
826.80 |
845.29 |
814.98 |
S2 |
803.15 |
803.15 |
840.12 |
|
S3 |
746.77 |
770.42 |
834.96 |
|
S4 |
690.39 |
714.04 |
819.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
892.25 |
835.87 |
56.38 |
6.6% |
23.03 |
2.7% |
26% |
False |
True |
|
10 |
909.13 |
835.87 |
73.26 |
8.6% |
18.89 |
2.2% |
20% |
False |
True |
|
20 |
928.31 |
835.87 |
92.44 |
10.9% |
20.01 |
2.4% |
16% |
False |
True |
|
40 |
938.11 |
815.60 |
122.51 |
14.4% |
20.20 |
2.4% |
28% |
False |
False |
|
60 |
938.11 |
798.13 |
139.98 |
16.5% |
19.58 |
2.3% |
37% |
False |
False |
|
80 |
938.11 |
756.23 |
181.88 |
21.4% |
18.25 |
2.1% |
52% |
False |
False |
|
100 |
938.11 |
730.45 |
207.66 |
24.4% |
17.29 |
2.0% |
58% |
False |
False |
|
120 |
938.11 |
666.03 |
272.08 |
32.0% |
16.48 |
1.9% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
954.68 |
2.618 |
917.75 |
1.618 |
895.12 |
1.000 |
881.13 |
0.618 |
872.49 |
HIGH |
858.50 |
0.618 |
849.86 |
0.500 |
847.19 |
0.382 |
844.51 |
LOW |
835.87 |
0.618 |
821.88 |
1.000 |
813.24 |
1.618 |
799.25 |
2.618 |
776.62 |
4.250 |
739.69 |
|
|
Fisher Pivots for day following 28-Feb-1997 |
Pivot |
1 day |
3 day |
R1 |
849.37 |
861.35 |
PP |
848.28 |
857.72 |
S1 |
847.19 |
854.09 |
|